Tabcorp Holdings Ltd (TABCF)
0.4104
-0.06
(-12.68%)
USD |
OTCM |
May 22, 16:00
Tabcorp Holdings Max Drawdown (5Y): 88.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.27% |
| March 31, 2024 | 88.27% |
| February 29, 2024 | 88.27% |
| January 31, 2024 | 88.27% |
| December 31, 2023 | 88.00% |
| November 30, 2023 | 87.48% |
| October 31, 2023 | 85.45% |
| September 30, 2023 | 84.36% |
| August 31, 2023 | 84.36% |
| July 31, 2023 | 84.36% |
| June 30, 2023 | 84.36% |
| May 31, 2023 | 84.36% |
| April 30, 2023 | 84.36% |
| March 31, 2023 | 84.36% |
| February 28, 2023 | 84.36% |
| January 31, 2023 | 84.36% |
| December 31, 2022 | 84.36% |
| November 30, 2022 | 84.36% |
| October 31, 2022 | 84.36% |
| September 30, 2022 | 84.31% |
| August 31, 2022 | 84.31% |
| July 31, 2022 | 83.82% |
| June 30, 2022 | 83.82% |
| May 31, 2022 | 83.33% |
| April 30, 2022 | 63.64% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.64% |
| February 28, 2022 | 63.64% |
| January 31, 2022 | 63.64% |
| December 31, 2021 | 63.64% |
| November 30, 2021 | 63.64% |
| October 31, 2021 | 63.64% |
| September 30, 2021 | 63.64% |
| August 31, 2021 | 63.64% |
| July 31, 2021 | 63.64% |
| June 30, 2021 | 63.64% |
| May 31, 2021 | 63.64% |
| April 30, 2021 | 63.64% |
| March 31, 2021 | 63.64% |
| February 28, 2021 | 63.64% |
| January 31, 2021 | 63.64% |
| December 31, 2020 | 63.64% |
| November 30, 2020 | 63.64% |
| October 31, 2020 | 63.64% |
| September 30, 2020 | 63.64% |
| August 31, 2020 | 63.64% |
| July 31, 2020 | 63.64% |
| June 30, 2020 | 63.64% |
| May 31, 2020 | 63.64% |
| April 30, 2020 | 63.64% |
| March 31, 2020 | 63.64% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
23.25%
Minimum
May 2019
88.27%
Maximum
Jan 2024
65.55%
Average
63.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Wesfarmers Ltd | 48.98% |
| GWA Group Ltd | 50.66% |
| Fitell Corp | -- |
| Alta Global Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.392 |
| Beta (5Y) | -0.6081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 208.7% |
| Historical Sharpe Ratio (5Y) | -0.0018 |
| Historical Sortino (5Y) | -0.0061 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.52% |